callable functions#
function trek_initialize(T, INT, data, control, status)
Set default control values and initialize private data
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see trek_control_type) |
status |
is a scalar variable of type INT that gives the exit status from the package. Possible values are (currently):
|
function trek_read_specfile(T, INT, control, specfile)
Read the content of a specification file, and assign values associated with given keywords to the corresponding control parameters. An in-depth discussion of specification files is available, and a detailed list of keywords with associated default values is provided in $GALAHAD/src/trek/TREK.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/trek.pdf for a list of how these keywords relate to the components of the control structure.
Parameters:
control |
is a structure containing control information (see trek_control_type) |
specfile |
is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file |
function trek_import(T, INT, control, data, status, n, H_type, H_ne, H_row, H_col, H_ptr)
Import problem data into internal storage prior to solution.
Parameters:
control |
is a structure whose members provide control parameters for the remaining procedures (see trek_control_type) |
data |
holds private internal data |
status |
is a scalar variable of type INT that gives the exit status from the package. Possible values are:
|
n |
is a scalar variable of type INT that holds the number of rows (and columns) of H. |
H_type |
is a one-dimensional array of type Vararg{Cchar} that specifies the symmetric storage scheme used for the Hessian, \(H\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’, ‘diagonal’, ‘scaled_identity’, ‘identity’, ‘zero’ or ‘none’; lower or upper case variants are allowed. |
H_ne |
is a scalar variable of type INT that holds the number of entries in the lower triangular part of \(H\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes. |
H_row |
is a one-dimensional array of size H_ne and type INT that holds the row indices of the lower triangular part of \(H\) in the sparse co-ordinate storage scheme. It need not be set for any of the other three schemes, and in this case can be C_NULL. |
H_col |
is a one-dimensional array of size H_ne and type INT that holds the column indices of the lower triangular part of \(H\) in either the sparse co-ordinate, or the sparse row-wise storage scheme. It need not be set when the dense or diagonal storage schemes are used, and in this case can be C_NULL. |
H_ptr |
is a one-dimensional array of size n+1 and type INT that holds the starting position of each row of the lower triangular part of \(H\), as well as the total number of entries, in the sparse row-wise storage scheme. It need not be set when the other schemes are used, and in this case can be C_NULL. |
function trek_import_s(T, INT, data, status, n, S_type, S_ne, S_row, S_col, S_ptr)
Import data for the scaling matrix \(S\) into internal storage prior to solution.
Parameters:
data |
holds private internal data |
status |
is a scalar variable of type INT that gives the exit status from the package. Possible values are:
|
n |
is a scalar variable of type INT that holds the number of rows (and columns) of \(S\). |
S_type |
is a one-dimensional array of type Vararg{Cchar} that specifies the symmetric storage scheme used for the scaling matrix, \(S\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’, ‘diagonal’, ‘scaled_identity’ or ‘identity’; lower or upper case variants are allowed. |
S_ne |
is a scalar variable of type INT that holds the number of entries in the lower triangular part of \(S\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes. |
S_row |
is a one-dimensional array of size S_ne and type INT that holds the row indices of the lower triangular part of \(S\) in the sparse co-ordinate storage scheme. It need not be set for any of the other three schemes, and in this case can be C_NULL. |
S_col |
is a one-dimensional array of size S_ne and type INT that holds the column indices of the lower triangular part of \(S\) in either the sparse co-ordinate, or the sparse row-wise storage scheme. It need not be set when the dense, diagonal or identity storage schemes are used, and in this case can be C_NULL. |
S_ptr |
is a one-dimensional array of size n+1 and type INT that holds the starting position of each row of the lower triangular part of \(S\), as well as the total number of entries, in the sparse row-wise storage scheme. It need not be set when the other schemes are used, and in this case can be C_NULL. |
function trek_reset_control(T, INT, control, data, status)
Reset control parameters after import if required.
Parameters:
control |
is a structure whose members provide control parameters for the remaining procedures (see trek_control_type) |
data |
holds private internal data |
status |
is a scalar variable of type INT that gives the exit status from the package. Possible values are:
|
function trek_solve_problem(T, INT, data, status, n, H_ne, H_val, c, radius, x, S_ne, S_val)
Solve the trust-region subproblem.
Parameters:
data |
holds private internal data |
status |
is a scalar variable of type INT that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
|
n |
is a scalar variable of type INT that holds the number of variables |
H_ne |
is a scalar variable of type INT that holds the number of entries in the lower triangular part of the Hessian matrix \(H\). |
H_val |
is a one-dimensional array of size h_ne and type T that holds the values of the entries of the lower triangular part of the Hessian matrix \(H\) in any of the available storage schemes. |
c |
is a one-dimensional array of size n and type T that holds the linear term \(c\) of the objective function. The j-th component of |
radius |
is a scalar of type T that holds the trust-region radius, \(\Delta\), used. radius must be strictly positive |
x |
is a one-dimensional array of size n and type T that holds the values \(x\) of the optimization variables. The j-th component of |
S_ne |
is a scalar variable of type INT that holds the number of entries in the scaling matrix \(S\) if it not the identity matrix. |
S_val |
is a one-dimensional array of size S_ne and type T that holds the values of the entries of the scaling matrix \(S\), if it is not the identity matrix, in any of the available storage schemes. If S_val is C_NULL, \(S\) will be taken to be the identity matrix. |
function trek_information(T, INT, data, inform, status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a structure containing output information (see trek_inform_type) |
status |
is a scalar variable of type INT that gives the exit status from the package. Possible values are (currently):
|
function trek_terminate(T, INT, data, control, inform)
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see trek_control_type) |
inform |
is a structure containing output information (see trek_inform_type) |